+206.1%
MXL vs GAP
+103.6%
+102.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | +16.6% | -6.3% | +23.0% | +18.4% |
| 30D | +0.5% | -0.2% | +0.7% | -0.1% |
| 3M | -3.6% | 0.0% | -3.6% | -5.2% |
| 6M | +328.0% | -8.1% | +336.1% | +327.8% |
| YTD | +297.8% | -16.5% | +314.3% | +307.9% |
| 1Y | +339.4% | -10.5% | +349.9% | +339.4% |
| All | +206.1% | +103.6% | +102.5% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling